I haven't actually tried using it but I saw an option in the options menu to "Switch Profiles" or something like that. Maybe those are like separate save files? It's an awful way to implement them if so but at least it's there
This was the PC version btw
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The Temple of Kraden, a forum for fans of Golden Sun:
http://z9.invisionfree.com/The_Temple_of_Kraden/index.php?act=site